Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Exit.length and BB.Exit.number.of.SDs

BEST PARAMETERS
BB.Exit.length = 5
BB.Exit.number.of.SDs = 2
Profit account= 104 (per day adjusted to desire% DD )
Activity = 6.12 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Exit.length = 5 and BB.Exit.number.of.SDs = 2

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
244 297145.6 837.08 53811.80 8 369 264 -179.4 5 2 USDCHF 179.3727 5.5749854 1672.49562 16565.824 19.790013 0.4408181 No
34 145945.0 839.55 36403.28 7 160 114 -121.3 5 2 EURGBP 121.3443 8.2410156 2472.30469 12027.350 14.325949 0.1905783 No
4 1036683.6 874.71 256975.16 10 717 527 -856.6 5 2 AUDUSD 856.5839 1.1674280 350.22840 12102.534 13.836053 0.8197002 Yes
274 2407348.5 871.82 820241.99 11 433 273 -2734.1 5 2 USDJPY 2734.1400 0.3657457 109.72372 8804.774 10.099303 0.4966622 Yes
64 1959131.0 863.50 738598.81 10 458 299 -2462.0 5 2 EURJPY 2461.9960 0.4061745 121.85235 7957.490 9.215391 0.5303995 Yes
184 1009200.4 874.79 424391.25 10 749 542 -1414.6 5 2 NZDUSD 1414.6375 0.7068949 212.06846 7133.986 8.155084 0.8562055 Yes
94 2065468.8 858.36 1044600.10 15 352 239 -3482.0 5 2 EURUSD 3482.0003 0.2871912 86.15737 5931.845 6.910673 0.4100843 Yes
124 4691055.5 866.79 2544045.31 11 543 371 -8480.2 5 2 GBPJPY 8480.1510 0.1179224 35.37673 5531.807 6.381945 0.6264493 Yes
304 3128193.8 873.81 1749770.50 11 855 578 -5832.6 5 2 XAUUSD 5832.5683 0.1714511 51.43532 5363.321 6.137857 0.9784736 Yes
214 512040.6 861.67 347989.80 10 299 222 -1160.0 5 2 USDCAD 1159.9660 0.8620942 258.62827 4414.272 5.122927 0.3470006 Yes
154 2125037.8 853.97 1661251.37 10 421 291 -5537.5 5 2 GBPUSD 5537.5046 0.1805868 54.17603 3837.537 4.493761 0.4929916 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 1.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5